+4,445.4%
PCAR vs INSM
-26.2%
+4,471.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.6% |
| 7D | +2.1% | +8.6% | -6.5% | +1.7% |
| 30D | -1.2% | +22.0% | -23.2% | -2.2% |
| 3M | -18.6% | -10.7% | -7.9% | -18.3% |
| 6M | -5.1% | +1.8% | -6.9% | -5.6% |
| YTD | -1.8% | -32.2% | +30.4% | -0.7% |
| 1Y | +10.6% | -39.3% | +49.9% | +12.3% |
| 3Y | +34.9% | +397.1% | -362.2% | +20.4% |
| 5Y | +114.0% | +270.6% | -156.6% | +91.5% |
| 10Y | +288.4% | +717.1% | -428.7% | +219.1% |
| All | +4,445.4% | -26.2% | +4,471.6% | +3,109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling